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A criterion for the determination of optimal scaling ranges in DFA and MF-DFA
(Elsevier Science, 2014-03)
We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis ...
Compressed Dynamic Range Majority Data Structures
(Institute of Electrical and Electronics Engineers Inc., 2017)
In the range α-majority query problem, we preprocess a given sequence S[1.n] for a fixed threshold α ϵ (0, 1], such that given a query range [i.j], the symbols that occur more than α (j-i+1) times in S[i.j] can be reported ...
Analysis of LRD Series with Time-Varying Hurst Parameter
(Revista Computación y Sistemas; Vol. 13 No.3, 2010-02-18)
Abstract. It has been previously shown that actual network traffic exhibits long-range dependence. The Hurst parameter captures the degree of long-range dependence; however, because of the nature of computer network traffic, ...
Compressed Dynamic Range Majority and Minority Data Structures
(Springer, 2020)
In the range alpha-majority query problem, we are given a sequence S[1 horizontal ellipsis n] and a fixed threshold alpha is an element of(0,1), and are asked to preprocess S such that, given a query range [i horizontal ...
Memory and long-range correlations in chess games
(Elsevier Science, 2013-09)
In this paper we report the existence of long-range memory in the opening moves of a chronologically ordered set of chess games using an extensive chess database. We used two mapping rules to build discrete time series and ...
Generation of self-similar Gaussian time series by means of the DWT and DWPT variance maps
(IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC, 2010)
Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal ...